Dear all,
version 0.20-0 of package NMOF is now on CRAN. 'NMOF' stands for
'Numerical Methods and Optimization in Finance'. The package accompanies
the book with the same name, written by Manfred Gilli, Dietmar Maringer
and Enrico Schumann, published by Elsevier/Academic Press in 2011.
The package contains, in particular, several implementations of
optimization heuristics, such as Differential Evolution, Genetic
Algorithms and Threshold Accepting. The package comes with several
vignettes, for example on yield-curve fitting, portfolio optimization
and robust regression.
The development version (it's a long TODO list until version 1.0) is
available from R-Forge ( http://nmof.r-forge.r-project.org/ ).
There is also a mailing list that informs about news regarding the
package/book (
https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/nmof-news ).
In case of comments/corrections/remarks/suggestions -- which are very
welcome -- please contact the maintainer (me) directly.
Best regards,
Enrico
--
Enrico Schumann
Lucerne, Switzerland
http://nmof.net/